+1,674.0%
RCL vs SNY
+242.6%
+1,431.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -2.2% | -3.6% | +1.4% | 0.0% |
| 30D | -15.7% | -1.4% | -14.2% | -14.9% |
| 3M | -8.0% | -4.2% | -3.8% | -5.8% |
| 6M | -10.1% | +2.0% | -12.1% | -11.3% |
| YTD | -5.9% | -6.7% | +0.8% | -2.4% |
| 1Y | -23.5% | -4.7% | -18.8% | -22.0% |
| 3Y | +174.4% | -8.1% | +182.5% | +167.2% |
| 5Y | +227.1% | +8.2% | +218.9% | +178.3% |
| 10Y | +342.5% | +64.8% | +277.7% | +177.8% |
| All | +1,674.0% | +242.6% | +1,431.4% | +527.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling